Abstract
It is well known that the span in \(L_p\) of a sequence of independent copies of a mean zero random variable \(f\in L_p\) is a subspace isomorphic to some Orlicz sequence space \(\ell _M\). It is also known (Astashkin et al. in Stud Math 230(1):41–57, 2015) that the distribution of such a random variable \(f\in L_p\) is essentially unique. We show that this result continues to hold when \(L_p\) is replaced with an arbitrary symmetric function space and when the Orlicz function M satisfies a natural “submultiplicativity” condition. Thereby we extend the classical results of Kadec and Braverman proved in the case of power functions.
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The work of the first named author was completed as a part of the implementation of the development program of the Volga Region Scientific and Educational Mathematical Center (Agreement No. 075-02-2021-1393).
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Astashkin, S., Sukochev, F. & Zanin, D. The distribution of a random variable whose independent copies span \(\ell _M\) is unique. Rev Mat Complut 35, 815–834 (2022). https://doi.org/10.1007/s13163-021-00406-x
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DOI: https://doi.org/10.1007/s13163-021-00406-x
Keywords
- \(L_p\)-space
- Orlicz sequence space
- Symmetric function space
- Independent random variables
- p-convex function
- q-concave function